Ok, after reading about the Universal CRT deployment I found the following:
Because it lacks support for SHA-256 code signing certificates, runtime library support for Windows XP is no longer available in the latest Visual C++ Redistributable for Visual Studio 2015, 2017, 2019, and 2022. The last Redistributable to support Windows XP shipped in Visual Studio 2019 version 16.7. Use a Redistributable that has a file version starting with 14.27. If your Windows XP apps are deployed with or updated to a later version of the redistributable, the apps won't run.The link to the las working download:
https://my.visualstudio.com/Downloads?q=Redistributable%20for%20Visual%20Studio%202019%20Version%2016.7I installed this version on a fresh installation of WinXP-SP3. After this I installed Code::Blocks, but Code::Blocks comes up with an error message (see attachment).
On the other side, Microsoft writes this:
The preferred method to centrally install the Universal CRT is to use Microsoft Windows Update. The Universal CRT is a Recommended update for all supported Microsoft Windows operating systems, so by default, most machines install it as part of the regular update process. The initial release of the Universal CRT was KB2999226. A later update with various bug fixes was made in KB3118401, and there have been more updates with further bug fixes and new features.
Both updates are .msu files, they are only installable under Windows Vista (Trusted Installer). It seems, that this way is impossible.
The last version for WinXP is Visual Studio Express 2010, which you can download on my.visualstudio.com (after registration).
I installed the whole Visual Studio on XP, because in this complete program should be all included.
But after install Visual Studio the same (see attachment 2).
As the last try, I used a fresh Win-XP SP3, installed C::B and downloaded the mentioned dlls. I replaced in the C::B folder and this works perfectly.
The next step is, how to run TDM-32 Compiler on WINXP.